2022
IJCAI
IJCAI 2022
Dynamic Bandits with Temporal Structure
Abstract
In this work, we study a dynamic multi-armed bandit (MAB) problem, where the expected reward of each arm evolves over time following an auto-regressive model. We present an algorithm whose per-round regret upper bound almost matches the regret lower bound, and numerically demonstrate its efficacy in adapting to the changing environment.
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Interdisciplinary Bridge
β Machine Learning and Mathematics & Optimization
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Cross-Pollinator
β Artificial Intelligence, Computer Science, Computer Vision, Data Science & Analytics, Deep Learning, Healthcare & Medicine, Interdisciplinary, Knowledge & Reasoning, Machine Learning, Mathematics & Optimization, Natural Language Processing, Reinforcement Learning, Robotics, Security & Privacy, Speech & Audio